We can't answer that - there are far too many ways that something like this could go wrong. For example, the target computer may not have any file association for PDF files which would prevent them opening. We can't tell - you will have to check.
However, the most likely problem is that you are storing the files in the wrong folder. If you try to keep them in the application folder, or a folder that is inside the application folder, then production code will generally fail as the user does not have the required permissions to access it. (ignoring that it's a silly idea to start with) It works in development, because your app is running under your user and you have access to your application folder (or you couldn't compile a new version) but move it to production, and your are talking about "Program Files/MyApp/xx.pdf" and you haven't got permission.
See here:
Where should I store my data?[
^] - it suggests some safe places, and shows how to use them.